-64.8%
Z vs SSNC
+21.4%
-86.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.1% |
| 7D | -3.0% | +0.6% | -3.6% | -3.5% |
| 30D | -4.2% | +6.0% | -10.2% | -8.9% |
| 3M | -3.7% | +21.0% | -24.7% | -19.0% |
| 6M | -24.5% | +12.1% | -36.6% | -32.2% |
| YTD | -49.3% | -3.2% | -46.1% | -47.9% |
| 1Y | -58.7% | -4.4% | -54.3% | -57.1% |
| 3Y | -34.1% | +51.6% | -85.8% | -57.4% |
| All | -64.8% | +21.4% | -86.3% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling